Volatility spillover effects between stock prices and exchange rates in emerging economies : evidence from Turkey
Year of publication: |
December 2016
|
---|---|
Authors: | Mwambuli, Erick Lusekelo ; Zhang, Xianzhi ; Kisava, Zakayo S. |
Published in: |
Business and Economic Research : BER. - Las Vegas, Nev. : Macrothink Institute, ISSN 2162-4860, ZDB-ID 2640826-0. - Vol. 6.2016, 2, p. 343-359
|
Subject: | Volatility spillover | Stock prices | Exchange rate | EGARCH | Emerging economies | Istanbul Stock Exchange (ISE) | Türkei | Turkey | Volatilität | Volatility | Schwellenländer | Wechselkurs | Börsenkurs | Share price | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Kausalanalyse | Causality analysis |
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